Statistics.Sample.Normalize

Functions for normalizing samples.

Documentation

standardize :: Vector v Double => v Double -> Maybe (v Double)

O(n) Normalize a sample using standard scores:

$$z = \frac{x - \mu}{\sigma}$$

Where μ is sample mean and σ is standard deviation computed from unbiased variance estimation. If sample to small to compute σ or it's equal to 0 Nothing is returned.